Cut off pointed end of each garlic head to partially reveal cloves (do not peel or separate the cloves); place each head in the center of a small sheet of heavy-duty aluminum foil.
Drizzle 1/2 teaspoon oil over each head; wrap each in foil.
Bake at 400 for 45 minutes; cool 10 minutes. Squeeze to extract pulp; discard skins.
Heat 2 teaspoons oil in a Dutch oven over medium-high heat.
Add broth; bring to a boil. Reduce heat, and simmer 20 minutes or until potatoes are very tender, stirring occasionally.
Place a food mill over a large bowl; pour potato mixture and garlic pulp into food mill. Press mixture through food mill; return mixture to pan. Stir in half-and-half. Finely grate 2 ounces cheese to yield 1/2 cup; stir into soup. Cook over medium heat 5 minutes or until thoroughly heated.
Heat 1 1/2 teaspoons oil in a large skillet over medium heat.
Add remaining 1/2 cup onion; saut for 6 minutes, stirring frequently. Stir in 1/8 teaspoon salt, sausage, and pancetta; cook 8 minutes or until browned, stirring to crumble sausage.
Cook kale in boiling water for 4 minutes; strain through a sieve over a bowl, reserving 1/4 cup cooking liquid. Grate 1 ounce cheese.
Combine kale, reserved cooking liquid, grated cheese, sage, and nuts in a food processor; process until finely ground. With processor on, gradually add 1 tablespoon oil through food chute, processing until combined. Ladle 1 cup soup into each of 6 bowls; top each serving with 3 tablespoons sausage mixture.
Drizzle each serving with about 4 teaspoons kale mixture; shave remaining 1 ounce cheese evenly over soup.
